-13.3%
DG vs AMDL
+117.8%
-131.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +11.7% | -15.7% | -3.9% |
| 7D | -2.5% | +19.9% | -22.4% | -2.4% |
| 30D | +1.0% | +6.3% | -5.2% | +1.1% |
| 3M | +20.3% | -9.9% | +30.2% | +20.2% |
| 6M | -11.7% | +394.3% | -406.0% | -12.2% |
| YTD | -2.3% | +257.3% | -259.6% | -3.0% |
| 1Y | +20.0% | +508.5% | -488.5% | +19.8% |
| All | -13.3% | +117.8% | -131.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling